I am interested in mathematical analysis and statistical inference for Stochastic Partial Differential Equations (SPDEs). 

Publications

9. A Feynman-Kac Approach for the Spatial Derivative of the Solution to a Wick Stochastic Heat Equation Driven by Time Homogeneous White Noise with Ramiro Scorolli

• Infinite Dimensional Analysis, Quantum Probability and Related Topics

• DOI:10.1142/S0219025723500017

8. Statistical Analysis of Discretely Sampled Semilinear SPDEs: a Power Variation Approach with Igor Cialenco and Gregor Pasemann

• Stochastics and Partial Differential Equations: Analysis and Computations

• DOI:10.1007/s40072-022-00285-3

7. Parameter Estimation for Discretely Sampled Stochastic Heat Equation Driven by Space-only Noise with Igor Cialenco

• Stochastic Processes and their Applications, Vol. 143, pp. 1-30, 2022

• DOI:10.1016/j.spa.2021.09.012

6. Drift Estimation for Discretely Sampled SPDEs with Igor Cialenco and Francisco Delgado-Vences

• Stochastics and Partial Differential Equations: Analysis and Computations, Vol 8, pp.895-920, 2020

• DOI:10.1007/s40072-019-00164-4

5. Statistical Analysis of Some Evolution Equations Driven by Space-only Noise with Igor Cialenco and Sergey Lototsky

• Statistical Inference for Stochastic Processes, Vol. 23, No. 1, pp. 83-103, 2020

• DOI:10.1007/s11203-019-09205-0

4. Heat Equation with a Geometric Rough Path Potential in One Space Dimension: Existence and Regularity of Solution with Sergey Lototsky

• Communications of the Korean Mathematical Society, Vol. 34, No. 3, pp. 757-769, 2019

• DOI:10.4134/CKMS.c180034

3. Stochastic Parabolic Anderson Model with Time-homogeneous Generalized Potential: Mild Formulation of Solution

• Communications on Pure and Applied Analysis, Vol. 18, No, 2, pp. 795-807, 2019

• DOI:10.3934/cpaa.2019038

2. An Asymptotic Comparison of Two Time-homogeneous PAM Models with Sergey Lototsky

• Communications on Stochastic Analysis, Vol. 12, No. 2, pp. 185-196, 2018

• DOI:10.31390/cosa.12.2.06

1. Time-homogeneous Parabolic Wick-Anderson Model in One Space Dimension: Regularity of Solution with Sergey Lototsky

• Stochastics and Partial Differential Equations: Analysis and Computations, Vol. 5, No. 4, pp. 559-591, 2017 

• DOI:10.1007/s40072-017-0097-2

Thesis Papers

2. Time-homogeneous Parabolic Anderson Model, Ph.D. thesis at University of Southern California, 2018.

1. Solving Quadratic Optimization Problems Formulated in Completely Positive Cone Programming, Master thesis at Ewha Women’s University, 2013.